Results 91 to 100 of about 515 (105)

A Special Study of the Mixed Weighted Fractional Brownian Motion

Fractal and Fractional, 2021
Mahmoud Abouagwa, Maha M Alshehri, Tareq Saeed   +2 more
exaly  

Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets

Communications in Statistics Part B: Simulation and Computation, 2022
Josephine Dufitinema, , Tommi Sottinen
exaly  

Mixed sub-fractional Brownian motion

Random Operators and Stochastic Equations, 2014
Mounir Zili
exaly  

Some Extensions of Fractional Brownian Motion and Sub-Fractional Brownian Motion Related to Particle Systems

Electronic Communications in Probability, 2007
Anna Talarczyk, Tomasz Bojdecki
exaly  

The fractional mixed fractional Brownian motion

Statistics and Probability Letters, 2003
Charles El-Nouty
exaly  

More on maximal inequalities for sub-fractional Brownian motion

Stochastic Analysis and Applications, 2020
B L S Prakasa Rao
exaly  

Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion

Statistical Inference for Stochastic Processes, 2020
Nakahiro Yoshida, Tudor Ciprian A, Yoshida Nakahiro   +2 more
exaly  

Pricing geometric Asian power options under mixed fractional Brownian motion environment

Physica A: Statistical Mechanics and Its Applications, 2016
B L S Prakasa Rao
exaly  

On some maximal and integral inequalities for sub-fractional Brownian motion

Stochastic Analysis and Applications, 2017
B L S Prakasa Rao
exaly  

European Option Pricing under Sub-Fractional Brownian Motion Regime in Discrete Time

Fractal and Fractional
Zhidong Guo
exaly